+751.2%
NVT vs ELF
+500.5%
+250.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +5.2% |
| 7D | +10.4% | -1.2% | +11.5% | +10.6% |
| 30D | -1.3% | +5.9% | -7.2% | -2.7% |
| 3M | -0.6% | +99.5% | -100.1% | -15.3% |
| 6M | +53.8% | +26.5% | +27.2% | +43.3% |
| YTD | +60.2% | +37.2% | +23.0% | +45.1% |
| 1Y | +76.8% | -24.4% | +101.2% | +79.1% |
| 3Y | +191.2% | -23.3% | +214.6% | +165.3% |
| 5Y | +430.9% | +245.2% | +185.8% | +203.6% |
| All | +751.2% | +500.5% | +250.7% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling